CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 17-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2020 |
17-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9660 |
0.9681 |
0.0021 |
0.2% |
0.9614 |
| High |
0.9699 |
0.9736 |
0.0038 |
0.4% |
0.9647 |
| Low |
0.9638 |
0.9671 |
0.0033 |
0.3% |
0.9577 |
| Close |
0.9665 |
0.9713 |
0.0048 |
0.5% |
0.9630 |
| Range |
0.0061 |
0.0066 |
0.0005 |
7.4% |
0.0070 |
| ATR |
0.0050 |
0.0051 |
0.0002 |
3.1% |
0.0000 |
| Volume |
114,872 |
115,395 |
523 |
0.5% |
454,152 |
|
| Daily Pivots for day following 17-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9903 |
0.9873 |
0.9749 |
|
| R3 |
0.9837 |
0.9808 |
0.9731 |
|
| R2 |
0.9772 |
0.9772 |
0.9725 |
|
| R1 |
0.9742 |
0.9742 |
0.9719 |
0.9757 |
| PP |
0.9706 |
0.9706 |
0.9706 |
0.9714 |
| S1 |
0.9677 |
0.9677 |
0.9706 |
0.9692 |
| S2 |
0.9641 |
0.9641 |
0.9700 |
|
| S3 |
0.9575 |
0.9611 |
0.9694 |
|
| S4 |
0.9510 |
0.9546 |
0.9676 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9826 |
0.9797 |
0.9668 |
|
| R3 |
0.9757 |
0.9728 |
0.9649 |
|
| R2 |
0.9687 |
0.9687 |
0.9642 |
|
| R1 |
0.9658 |
0.9658 |
0.9636 |
0.9673 |
| PP |
0.9618 |
0.9618 |
0.9618 |
0.9625 |
| S1 |
0.9589 |
0.9589 |
0.9623 |
0.9603 |
| S2 |
0.9548 |
0.9548 |
0.9617 |
|
| S3 |
0.9479 |
0.9519 |
0.9610 |
|
| S4 |
0.9409 |
0.9450 |
0.9591 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9736 |
0.9606 |
0.0131 |
1.3% |
0.0055 |
0.6% |
82% |
True |
False |
112,934 |
| 10 |
0.9736 |
0.9577 |
0.0159 |
1.6% |
0.0045 |
0.5% |
85% |
True |
False |
89,650 |
| 20 |
0.9736 |
0.9562 |
0.0174 |
1.8% |
0.0048 |
0.5% |
86% |
True |
False |
45,500 |
| 40 |
0.9736 |
0.9478 |
0.0259 |
2.7% |
0.0054 |
0.6% |
91% |
True |
False |
22,839 |
| 60 |
0.9736 |
0.9444 |
0.0293 |
3.0% |
0.0048 |
0.5% |
92% |
True |
False |
15,241 |
| 80 |
0.9736 |
0.9386 |
0.0350 |
3.6% |
0.0048 |
0.5% |
93% |
True |
False |
11,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0014 |
|
2.618 |
0.9907 |
|
1.618 |
0.9842 |
|
1.000 |
0.9802 |
|
0.618 |
0.9776 |
|
HIGH |
0.9736 |
|
0.618 |
0.9711 |
|
0.500 |
0.9703 |
|
0.382 |
0.9696 |
|
LOW |
0.9671 |
|
0.618 |
0.9630 |
|
1.000 |
0.9605 |
|
1.618 |
0.9565 |
|
2.618 |
0.9499 |
|
4.250 |
0.9392 |
|
|
| Fisher Pivots for day following 17-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9709 |
0.9700 |
| PP |
0.9706 |
0.9688 |
| S1 |
0.9703 |
0.9675 |
|